Financial Engineering in Interest Rates and FX – C++ Applications in Quantitative Finance

Financial Engineering in Interest Rates and FX – C++ Applications in Quantitative Finance

Presented by: Emiliano Papa
This course teaches solid modelling concepts in financial theory and practice, covering the basics through to the most advanced models in interest rate modelling.
AboutTutor(s)BreakdownKey Info

This is a high-level quantitative finance short course. You’ll develop your knowledge of the most widely used models in the banking industry, particularly in relation to the interest rate and FX markets.

Learn from a highly experienced banking practitioner to prepare for the next steps in your finance career and develop your knowledge of the C++ programming language.

You’ll learn the most important concepts in financial engineering from an expert with over 12 years of experience in the banking industry. A solid grounding in quantitative finance and the ability to use C++ will allow you to take the next steps in your banking career.

The course is taught once a week on weekday evenings, allowing you to fit your learning in around other commitments.

Who is it for?

You’ll need some knowledge of financial engineering to join this course. Strong mathematical skills are a must. It’s the ideal way into roles such as quantitative analyst, market risk manager or market risk model methodology manager.


Emiliano Papa headshot

Emiliano Papa received his PhD in Theoretical Physics from Oxford University. After that he spent 7 years at various academic research and lecturing positions at the University of Texas at Austin, UVA. Visiting scholar at Caltech, Brokhaven National Lab,etc.

Currently Emiliano is a Director at Deutsche Bank, Heading the Rates and FX teams, having previously worked at Bank of America Merrill Lynch.

- More about Emiliano Papa


We teach solid modelling concepts in theory and practice, covering the basics through to the most advanced models in interest rate modelling. You’ll also explore broader derivatives concepts, including pricing and risk management.

This course will give you a solid foundation on which to build a successful career in the City. You’ll develop a thorough understanding of all the topics covered, as well examples of the application of C++ to quantitative finance.

By the end of this course, you’ll be able to:

  • Price Swaptions, Bermudans, Caps/Floors, and Vol Bonds
  • Independently construct yield curves
  • Identify cases where Libor and OIS are different
  • Understand deterministic and stochastic spreads
  • Implement many of these tasks in C++.